Testing for Sample Selection Bias

S-Tier
Journal: Review of Economic Studies
Year: 1982
Volume: 49
Issue: 1
Pages: 151-153

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A simple regression test of the null hypothesis of no sample selection bias has been suggested by J. J. Heckman. Because of its computational simplicity, this test is widely used by applied researchers. This paper shows that Heckman's test is equivalent to the Lagrange multiplier test of the null hypothesis. This allows us to readily deduce that the simple regression test also has desirable large sample properties.

Technical Details

RePEc Handle
repec:oup:restud:v:49:y:1982:i:1:p:151-153.
Journal Field
General
Author Count
1
Added to Database
2026-01-26